library(data.table)
library(ggplot2)
library(magrittr)
library(extrafont)
library(scales)
library(fBasics)
library(tseries)
library(plot3D)
library(reshape2)
library(gridExtra)
library(quantspec)
source('setup.R')
cSeriesComb <- t(combn(cYieldLobs[-1], m=2))
for(i in 1:nrow(cSeriesComb)){
series <- as.matrix(termSt[, cSeriesComb[i, ], with=FALSE])
seriesNames <- colnames(series)
plotData <- suppressWarnings(getQuantileCoherencyPlotData(series, titles=seriesNames))
plotQuantileCoherency(plotData)
}
cSeriesComb <- t(combn(cBetaDiff[-1], m=2))
for(i in 1:nrow(cSeriesComb)){
series <- as.matrix(termSt[, cSeriesComb[i, ], with=FALSE])
seriesNames <- colnames(series)
plotData <- suppressWarnings(getQuantileCoherencyPlotData(series, titles=seriesNames))
plotQuantileCoherency(plotData)
}
cSeriesComb <- t(combn(cYieldRV[-1], m=2))
for(i in 1:nrow(cSeriesComb)){
series <- as.matrix(termSt[, cSeriesComb[i, ], with=FALSE])
seriesNames <- colnames(series)
plotData <- suppressWarnings(getQuantileCoherencyPlotData(series, titles=seriesNames))
plotQuantileCoherency(plotData)
}
cSeriesComb <- t(combn(cBetaRV[-1], m=2))
for(i in 1:nrow(cSeriesComb)){
series <- as.matrix(termSt[, cSeriesComb[i, ], with=FALSE])
seriesNames <- colnames(series)
plotData <- suppressWarnings(getQuantileCoherencyPlotData(series, titles=seriesNames))
plotQuantileCoherency(plotData)
}
cSeriesComb <- as.matrix(expand.grid(cYieldRV[3], cBetaRV[-1]))
for(i in 1:nrow(cSeriesComb)){
series <- as.matrix(termSt[, cSeriesComb[i, ], with=FALSE])
seriesNames <- colnames(series)
plotData <- suppressWarnings(getQuantileCoherencyPlotData(series, titles=seriesNames))
plotQuantileCoherency(plotData)
}
cSeriesComb <- as.matrix(expand.grid(cBetaDiff[3], cBetaRV[-1]))
for(i in 1:nrow(cSeriesComb)){
series <- as.matrix(termSt[, cSeriesComb[i, ], with=FALSE])
seriesNames <- colnames(series)
plotData <- suppressWarnings(getQuantileCoherencyPlotData(series, titles=seriesNames))
plotQuantileCoherency(plotData)
}
cSeriesComb <- c(cYieldLobs[3], cYieldRV[3])
series <- as.matrix(termSt[, cSeriesComb, with=FALSE])
seriesNames <- colnames(series)
plotData <- suppressWarnings(getQuantileCoherencyPlotData(series, titles=seriesNames))
plotQuantileCoherency(plotData)